There was an issue with Nokia and their version of the Bluetooth phone directory format. ISTR that the BMW's only work with phonebook version 1.1 and Nokia no longer use that version in their phones. The last fully compatible version was the 6310i. My dealer told me that BMW would not be supporting many Nokia phones after the 6310i because of this issue. It's why I had the professional phone kit installed on mine - with all the hassle of putting the sim card in and out but hey it does work
The only phones that we know BMW have tested and therefore are sure work are on this site:
http://www.bmw.co.uk/bluetooth
The N95 is not listed (yet) but it can take BMW more than a year to catch up.